NYMEX miNY Light Sweet Crude Oil Future January 2008
| Trading Metrics calculated at close of trading on 06-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
88.300 |
87.275 |
-1.025 |
-1.2% |
98.175 |
| High |
90.400 |
90.700 |
0.300 |
0.3% |
99.100 |
| Low |
86.825 |
85.850 |
-0.975 |
-1.1% |
88.450 |
| Close |
87.490 |
90.230 |
2.740 |
3.1% |
88.710 |
| Range |
3.575 |
4.850 |
1.275 |
35.7% |
10.650 |
| ATR |
3.028 |
3.158 |
0.130 |
4.3% |
0.000 |
| Volume |
17,373 |
21,267 |
3,894 |
22.4% |
94,839 |
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.477 |
101.703 |
92.898 |
|
| R3 |
98.627 |
96.853 |
91.564 |
|
| R2 |
93.777 |
93.777 |
91.119 |
|
| R1 |
92.003 |
92.003 |
90.675 |
92.890 |
| PP |
88.927 |
88.927 |
88.927 |
89.370 |
| S1 |
87.153 |
87.153 |
89.785 |
88.040 |
| S2 |
84.077 |
84.077 |
89.341 |
|
| S3 |
79.227 |
82.303 |
88.896 |
|
| S4 |
74.377 |
77.453 |
87.563 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.037 |
117.023 |
94.568 |
|
| R3 |
113.387 |
106.373 |
91.639 |
|
| R2 |
102.737 |
102.737 |
90.663 |
|
| R1 |
95.723 |
95.723 |
89.686 |
93.905 |
| PP |
92.087 |
92.087 |
92.087 |
91.178 |
| S1 |
85.073 |
85.073 |
87.734 |
83.255 |
| S2 |
81.437 |
81.437 |
86.758 |
|
| S3 |
70.787 |
74.423 |
85.781 |
|
| S4 |
60.137 |
63.773 |
82.853 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.550 |
85.850 |
5.700 |
6.3% |
3.400 |
3.8% |
77% |
False |
True |
22,219 |
| 10 |
99.100 |
85.850 |
13.250 |
14.7% |
3.458 |
3.8% |
33% |
False |
True |
19,791 |
| 20 |
99.200 |
85.850 |
13.350 |
14.8% |
3.198 |
3.5% |
33% |
False |
True |
13,606 |
| 40 |
99.200 |
79.675 |
19.525 |
21.6% |
2.874 |
3.2% |
54% |
False |
False |
6,946 |
| 60 |
99.200 |
76.000 |
23.200 |
25.7% |
2.143 |
2.4% |
61% |
False |
False |
4,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.313 |
|
2.618 |
103.397 |
|
1.618 |
98.547 |
|
1.000 |
95.550 |
|
0.618 |
93.697 |
|
HIGH |
90.700 |
|
0.618 |
88.847 |
|
0.500 |
88.275 |
|
0.382 |
87.703 |
|
LOW |
85.850 |
|
0.618 |
82.853 |
|
1.000 |
81.000 |
|
1.618 |
78.003 |
|
2.618 |
73.153 |
|
4.250 |
65.238 |
|
|
| Fisher Pivots for day following 06-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
89.578 |
89.578 |
| PP |
88.927 |
88.927 |
| S1 |
88.275 |
88.275 |
|